3min chapter

Flirting with Models cover image

Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)

Flirting with Models

CHAPTER

How to Take Versus Make in Turkish Equities

In high frequency trading, there's an order book and resting limit orders in the book. The idea with thinking is I'm going to trade right away. So taking looks a lot more like stat are from that perspective, right? You're trying to fit signals. And by default, you win if somebody comes in and sells you at the bid and you buy at thebid and you sell at the ask, you make money kind of by default,. But people who are taking are kind of aggressive and not stupid.

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